[FEAT] Doxygen for in-code documentation

[qalshidi]

Is your feature request related to a problem? Please describe.

We can use automatic documentation with Doxygen which is common for C++ specifically.

Describe the solution you'd like

Start documenting code in the .h files with Doxygen

Describe alternatives you've considered

Sphinx, which is popular with Python but I have not seen it used in C++ before.